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CSZIX vs. FRIFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CSZIX vs. FRIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cohen & Steers Real Estate Securities Fund Class Z (CSZIX) and Fidelity Real Estate Income Fund (FRIFX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CSZIX achieves a 11.78% return, which is significantly higher than FRIFX's 3.88% return. Over the past 10 years, CSZIX has outperformed FRIFX with an annualized return of 7.21%, while FRIFX has yielded a comparatively lower 5.31% annualized return.


CSZIX

1D
-0.05%
1M
-1.78%
YTD
11.78%
6M
12.49%
1Y
12.06%
3Y*
10.31%
5Y*
4.23%
10Y*
7.21%

FRIFX

1D
0.00%
1M
0.00%
YTD
3.88%
6M
4.14%
1Y
7.77%
3Y*
8.36%
5Y*
3.57%
10Y*
5.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CSZIX vs. FRIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CSZIX
Cohen & Steers Real Estate Securities Fund Class Z
11.78%4.41%6.81%13.26%-26.21%41.81%-1.64%31.95%-4.17%8.18%
FRIFX
Fidelity Real Estate Income Fund
3.88%7.16%7.93%9.32%-14.54%18.90%-1.09%17.92%-1.80%6.20%

Correlation

The correlation between CSZIX and FRIFX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.89

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2015

0.90

The correlation between CSZIX and FRIFX has been stable across timeframes, ranging from 0.88 to 0.90 - a consistent structural relationship.

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Return for Risk

CSZIX vs. FRIFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CSZIX
CSZIX Risk / Return Rank: 1515
Overall Rank
CSZIX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
CSZIX Sortino Ratio Rank: 1111
Sortino Ratio Rank
CSZIX Omega Ratio Rank: 1111
Omega Ratio Rank
CSZIX Calmar Ratio Rank: 2020
Calmar Ratio Rank
CSZIX Martin Ratio Rank: 1919
Martin Ratio Rank

FRIFX
FRIFX Risk / Return Rank: 4747
Overall Rank
FRIFX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
FRIFX Sortino Ratio Rank: 4747
Sortino Ratio Rank
FRIFX Omega Ratio Rank: 4848
Omega Ratio Rank
FRIFX Calmar Ratio Rank: 4141
Calmar Ratio Rank
FRIFX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CSZIX vs. FRIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cohen & Steers Real Estate Securities Fund Class Z (CSZIX) and Fidelity Real Estate Income Fund (FRIFX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CSZIXFRIFXDifference
Sharpe ratioReturn per unit of total volatility

-1.01

Sortino ratioReturn per unit of downside risk

-1.43

Omega ratioGain probability vs. loss probability

1.16

1.35

-0.19

Calmar ratioReturn relative to maximum drawdown

1.51

2.31

-0.80

Martin ratioReturn relative to average drawdown

4.56

10.13

-5.56

CSZIX vs. FRIFX - Sharpe Ratio Comparison

The current CSZIX Sharpe Ratio is 0.87, which is lower than the FRIFX Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of CSZIX and FRIFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CSZIX vs. FRIFX - Drawdown Comparison

The maximum CSZIX drawdown since its inception was -42.71%, which is greater than FRIFX's maximum drawdown of -38.27%. Use the drawdown chart below to compare losses from any high point for CSZIX and FRIFX.


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Drawdown Indicators


CSZIXFRIFXDifference

Max Drawdown

Largest peak-to-trough decline

-42.71%

-38.27%

-4.44%

Max Drawdown (1Y)

Largest decline over 1 year

-7.96%

-3.42%

-4.54%

Max Drawdown (3Y)

Largest decline over 3 years

-17.17%

-7.24%

-9.93%

Max Drawdown (5Y)

Largest decline over 5 years

-33.05%

-18.12%

-14.93%

Max Drawdown (10Y)

Largest decline over 10 years

-42.71%

-34.50%

-8.21%

Current Drawdown

Current decline from peak

-2.92%

-0.63%

-2.29%

Average Drawdown

Average peak-to-trough decline

-8.74%

-4.25%

-4.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.63%

0.78%

+1.85%

Volatility

CSZIX vs. FRIFX - Volatility Comparison

Cohen & Steers Real Estate Securities Fund Class Z (CSZIX) has a higher volatility of 5.05% compared to Fidelity Real Estate Income Fund (FRIFX) at 1.34%. This indicates that CSZIX's price experiences larger fluctuations and is considered to be riskier than FRIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CSZIXFRIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.05%

1.34%

+3.71%

Volatility (6M)

Calculated over the trailing 6-month period

10.55%

3.26%

+7.29%

Volatility (1Y)

Calculated over the trailing 1-year period

13.77%

4.18%

+9.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.73%

6.47%

+12.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.84%

9.47%

+11.37%

CSZIX vs. FRIFX - Expense Ratio Comparison

CSZIX has a 0.75% expense ratio, which is higher than FRIFX's 0.71% expense ratio.


Dividends

CSZIX vs. FRIFX - Dividend Comparison

CSZIX's dividend yield for the trailing twelve months is around 3.48%, less than FRIFX's 4.55% yield.


PositionTTM20252024202320222021202020192018201720162015
CSZIX
Cohen & Steers Real Estate Securities Fund Class Z
3.48%3.81%2.85%3.00%7.77%4.38%5.47%7.70%3.68%2.60%5.90%22.32%
FRIFX
Fidelity Real Estate Income Fund
4.55%4.69%4.65%4.99%6.04%1.47%4.77%5.68%5.08%4.40%4.98%3.65%

Frequently Asked Questions


CSZIX and FRIFX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CSZIX has higher volatility (5.05%) compared to FRIFX (1.34%). In terms of maximum drawdown, CSZIX dropped -42.71% vs FRIFX's -38.27%.

FRIFX currently has the higher Sharpe Ratio (1.89 vs 0.87), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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